| Trading Metrics calculated at close of trading on 21-Jan-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Jan-2021 | 21-Jan-2021 | Change | Change % | Previous Week |  
                        | Open | 3,604.0 | 3,623.0 | 19.0 | 0.5% | 3,636.0 |  
                        | High | 3,625.0 | 3,640.0 | 15.0 | 0.4% | 3,636.0 |  
                        | Low | 3,583.0 | 3,598.0 | 15.0 | 0.4% | 3,559.0 |  
                        | Close | 3,612.0 | 3,617.0 | 5.0 | 0.1% | 3,585.0 |  
                        | Range | 42.0 | 42.0 | 0.0 | 0.0% | 77.0 |  
                        | ATR | 49.6 | 49.0 | -0.5 | -1.1% | 0.0 |  
                        | Volume | 648,766 | 736,618 | 87,852 | 13.5% | 3,893,885 |  | 
    
| 
        
            | Daily Pivots for day following 21-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,744.3 | 3,722.7 | 3,640.1 |  |  
                | R3 | 3,702.3 | 3,680.7 | 3,628.6 |  |  
                | R2 | 3,660.3 | 3,660.3 | 3,624.7 |  |  
                | R1 | 3,638.7 | 3,638.7 | 3,620.9 | 3,628.5 |  
                | PP | 3,618.3 | 3,618.3 | 3,618.3 | 3,613.3 |  
                | S1 | 3,596.7 | 3,596.7 | 3,613.2 | 3,586.5 |  
                | S2 | 3,576.3 | 3,576.3 | 3,609.3 |  |  
                | S3 | 3,534.3 | 3,554.7 | 3,605.5 |  |  
                | S4 | 3,492.3 | 3,512.7 | 3,593.9 |  |  | 
        
            | Weekly Pivots for week ending 15-Jan-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 3,824.3 | 3,781.7 | 3,627.4 |  |  
                | R3 | 3,747.3 | 3,704.7 | 3,606.2 |  |  
                | R2 | 3,670.3 | 3,670.3 | 3,599.1 |  |  
                | R1 | 3,627.7 | 3,627.7 | 3,592.1 | 3,610.5 |  
                | PP | 3,593.3 | 3,593.3 | 3,593.3 | 3,584.8 |  
                | S1 | 3,550.7 | 3,550.7 | 3,577.9 | 3,533.5 |  
                | S2 | 3,516.3 | 3,516.3 | 3,570.9 |  |  
                | S3 | 3,439.3 | 3,473.7 | 3,563.8 |  |  
                | S4 | 3,362.3 | 3,396.7 | 3,542.7 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 3,640.0 | 3,559.0 | 81.0 | 2.2% | 43.2 | 1.2% | 72% | True | False | 753,502 |  
                | 10 | 3,646.0 | 3,559.0 | 87.0 | 2.4% | 41.4 | 1.1% | 67% | False | False | 750,480 |  
                | 20 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 54.2 | 1.5% | 89% | False | False | 750,956 |  
                | 40 | 3,646.0 | 3,379.0 | 267.0 | 7.4% | 45.3 | 1.3% | 89% | False | False | 499,827 |  
                | 60 | 3,646.0 | 2,874.0 | 772.0 | 21.3% | 53.3 | 1.5% | 96% | False | False | 335,199 |  
                | 80 | 3,646.0 | 2,874.0 | 772.0 | 21.3% | 49.4 | 1.4% | 96% | False | False | 251,886 |  
                | 100 | 3,646.0 | 2,874.0 | 772.0 | 21.3% | 44.5 | 1.2% | 96% | False | False | 201,813 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 3,818.5 |  
            | 2.618 | 3,750.0 |  
            | 1.618 | 3,708.0 |  
            | 1.000 | 3,682.0 |  
            | 0.618 | 3,666.0 |  
            | HIGH | 3,640.0 |  
            | 0.618 | 3,624.0 |  
            | 0.500 | 3,619.0 |  
            | 0.382 | 3,614.0 |  
            | LOW | 3,598.0 |  
            | 0.618 | 3,572.0 |  
            | 1.000 | 3,556.0 |  
            | 1.618 | 3,530.0 |  
            | 2.618 | 3,488.0 |  
            | 4.250 | 3,419.5 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Jan-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 3,619.0 | 3,614.7 |  
                                | PP | 3,618.3 | 3,612.3 |  
                                | S1 | 3,617.7 | 3,610.0 |  |